Most likely the modules aren't specified with correct names, but there could be other network problems, or maybe you only have a *NetLoadModuleSite for shellfront and not loose-screws, but the module is only available at loose-screws.

So if you could list the modules that it fails to download, and find all the lines that start with *NetLoadModuleSite in the step.rc located in the same directory as litestep.exe, that would help eliminate some possibilites or solve it altogether.